Central Limit Theory for Lipschitz Mappings

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2964 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2964 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2964 archive 351 disk0/00/00/29/25 2016-01-15 01:57:33 2021-08-27 17:12:53 2016-01-15 01:57:33 monograph show 2 King A.J. AL1689 Central Limit Theory for Lipschitz Mappings pub iis_met prog_ado Central limit theorems are derived for mappings that are Lipschitzian at a given point. This theory results from a new perspective on first-order behavior -- the upper pseudo-derivative, the graph of which is the contingent cone to the graph of the mapping at a given point. We adopt the general setting of the convergence in distribution of measures induced by mappings that may be multi-valued on sets of measure zero. By requiring the upper pseudo-derivative to be single-valued a.s., we obtain a central limit theorem under distinctively weaker conditions than classical Frechet differentiability. 1987-12 published WP-87-127 WP-87-127 10 2729 public working_paper IIASA, Laxenburg, Austria 28 FALSE info:eu-repo/semantics/book